+46.3%
FE vs VIG
+59.0%
-12.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -1.0% | -1.8% | +0.8% | -0.2% |
| 30D | +4.1% | +2.7% | +1.5% | +2.6% |
| 3M | -1.0% | 0.0% | -1.0% | -1.1% |
| 6M | +4.0% | +6.8% | -2.7% | +0.4% |
| YTD | +6.8% | +12.1% | -5.2% | +0.2% |
| 1Y | +5.3% | +14.8% | -9.5% | -2.6% |
| 3Y | +44.6% | +62.4% | -17.8% | +6.2% |
| All | +46.3% | +59.0% | -12.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling